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000696107 020__ $$a9783642403743 $$qelectronic book
000696107 020__ $$a3642403743 $$qelectronic book
000696107 020__ $$z9783642403736 (hd.bd.)
000696107 020__ $$z3642403735 (hd.bd.)
000696107 035__ $$aSP(OCoLC)ocn865565034
000696107 035__ $$aSP(OCoLC)865565034
000696107 040__ $$aYDXCP$$beng$$cYDXCP$$dGW5XE$$dN$T$$dGPM$$dCOO$$dDKDLA
000696107 049__ $$aISEA
000696107 050_4 $$aHG1615$$b.W47 2014
000696107 08204 $$a332.1068$$223
000696107 1001_ $$aWernz, Johannes.
000696107 24510 $$aBank management and control$$h[electronic resource] :$$bstrategy, capital and risk management /$$cJohannes Wernz.
000696107 260__ $$aHeidelberg ;$$aNew York :$$bSpringer,$$cc2014
000696107 300__ $$a1 online resource (xiii, 120 p.)$$bill.
000696107 336__ $$atext$$btxt$$2rdacontent
000696107 337__ $$acomputer$$bc$$2rdamedia
000696107 338__ $$aonline resource$$bcr$$2rdacarrier
000696107 4901_ $$aManagement for professionals,$$x2192-8096
000696107 504__ $$aIncludes bibliographical references and glossary.
000696107 5050_ $$a1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital -- Credit Risk (Loans) -- 5 Risk Modeling and Capital -- Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital -- Credit Risk (Securitizations) -- 7 Risk Modeling and Capital -- Market Risk -- 8 Risk Modeling and Capital -- Operational Risk -- 9 Risk Modeling -- Asset Liability Management (ALM) -- 10 Appendix: A-IRB Formulas for the Derivation of Risk-Weighted Assets -- 11 Appendix: Credit Portfolio Modeling -- 12 Appendix: Country Risk/Issuer Risk -- 13 Appendix: Settlement Risk ans Systemic Risk -- 14 Appendix: Historical Data
000696107 506__ $$aAccess limited to authorized users.
000696107 5208_ $$aStrategic planning, including the required quantitative methods, is an essential part of bank management and control. In this book capital, risk and yield are treated comprehensively and seamlessly. And a thorough introduction to the advanced methods of risk management for all sectors of banking is discussed. In addition, directly applicable concepts and data such as macroeconomic scenarios for strategic planning and stress testing as well as detailed scenarios for operational risk and advanced concepts for credit risk are presented in straightforward language. The book analyzes the effects of macroeconomic and regulatory developments such as the set of Basel III rules on planning, and it also presents and discusses the consequences for actively meeting these challenges, especially in terms of capital. A wealth of essential background information from practice, international observations and comparisons, along with numerous illustrative examples, make this book a useful resource for established and future professionals in bank management, risk/return management, controlling and accounting
000696107 588__ $$aDescription based on print version record.
000696107 650_0 $$aBank management.
000696107 650_0 $$aBanks and banking$$xRisk management.
000696107 650_0 $$aBusiness planning.
000696107 77608 $$iPrint version:$$aWernz, Johannes.$$tBank management and control.$$dBerlin : Springer, 2014$$z9783642403736$$w(OCoLC)864434766
000696107 830_0 $$aManagement for professionals.
000696107 85280 $$bebk$$hSpringerLink
000696107 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-642-40374-3$$zOnline Access
000696107 909CO $$ooai:library.usi.edu:696107$$pGLOBAL_SET
000696107 980__ $$aEBOOK
000696107 980__ $$aBIB
000696107 982__ $$aEbook
000696107 983__ $$aOnline
000696107 994__ $$a92$$bISE